Hello Thomas,
To add a shadow, you will need to edit the Style and ControlTemplate of RadWindow. You can generate these from Expression Blend. Just remember that generated XAML will be OfficeBlackTheme specific.
If you have a look through the generated style, you will notice that the default shadow of RadWindow is not an Effect, but it comprised of a few Borders and is part of the ControlTemplate. This is done for the purpose of better performance.
You can edit, replace, remove or add borders to modify the shadow of RadWindow.
I hope this helps.
Regards,
Dani
the Telerik team
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